QuantLib
A free/open-source library for quantitative finance
Reference manual - version 1.20
lattices Directory Reference

Files

file  binomialtree.hpp
 Binomial tree class.
 
file  bsmlattice.hpp
 Binomial trees under the BSM model.
 
file  lattice.hpp
 Tree-based lattice-method class.
 
file  lattice1d.hpp
 One-dimensional lattice class.
 
file  lattice2d.hpp
 Two-dimensional lattice class.
 
file  tree.hpp
 Tree class.
 
file  trinomialtree.hpp
 Trinomial tree class.